Lecture notes
Graduate Probability
Complex analysis
Financial mathematics
Undergraduate probability
PDE from a probability point of view
Lecture notes for the Cornell Summer School in Probability 2007
Functional analysis
Lecture notes on jump processes 2014
Two results from Mandelbaum's paper: "The dynamic complementarity problem"
The lecture notes for real analysis (measure and integration theory) have been made into a book:
Real Analysis for Graduate Students
The lecture notes for stochastic processes have been made into a book:
Stochastic Processes